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Michael O'Doherty
Michael O'Doherty
Verified email at missouri.edu - Homepage
Title
Cited by
Cited by
Year
Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly
S Cederburg, MS O'Doherty
Journal of Finance 71 (2), 737-774, 2016
461*2016
On the performance of volatility-managed portfolios
S Cederburg, MS O’Doherty, F Wang, XS Yan
Journal of financial Economics 138 (1), 95-117, 2020
1052020
Asset-pricing anomalies at the firm level
S Cederburg, MS O’Doherty
Journal of Econometrics 186 (1), 113-128, 2015
522015
Tax uncertainty and retirement savings diversification
DC Brown, S Cederburg, MS O’Doherty
Journal of Financial Economics 126 (3), 689-712, 2017
442017
Stocks for the long run? Evidence from a broad sample of developed markets
A Anarkulova, S Cederburg, MS O’Doherty
Journal of Financial Economics 143 (1), 409-433, 2022
382022
On the conditional risk and performance of financially distressed stocks
MS O'Doherty
Management Science 58 (8), 1502-1520, 2012
30*2012
Modeling the cross section of stock returns: A model pooling approach
M O’Doherty, NE Savin, A Tiwari
Journal of Financial and Quantitative Analysis 47 (6), 1331-1360, 2012
212012
Evaluating hedge funds with pooled benchmarks
MS O’Doherty, NE Savin, A Tiwari
Management Science 62 (1), 69-89, 2016
192016
Hedge fund replication: A model combination approach
MS O’Doherty, NE Savin, A Tiwari
Review of Finance 21 (4), 1767-1804, 2017
132017
On the economic significance of stock return predictability
S Cederburg, TL Johnson, MS O’Doherty
Review of Finance 27 (2), 619-657, 2023
112023
Conditional benchmarks and predictors of mutual fund performance
S Cederburg, MS O'Doherty, NE Savin, A Tiwari
Available at SSRN 2733254, 2018
82018
Understanding the risk-return relation: The aggregate wealth proxy actually matters
S Cederburg, MS O’Doherty
Journal of Business & Economic Statistics 37 (4), 721-735, 2019
62019
Does it pay to bet against beta
S Cederburg, M O’Doherty
On the conditional, 2016
52016
Job postings and aggregate stock returns
P Kothari, MS O’Doherty
Journal of Financial Markets 64, 100804, 2023
42023
Revisiting the Relation between Distress Risk and Stock Returns
MS O'Doherty
Available at SSRN 1189805, 2010
42010
The Safe Withdrawal Rate: Evidence from a Broad Sample of Developed Markets
A Anarkulova, S Cederburg, MS O'Doherty, RW Sias
Available at SSRN 4227132, 2023
32023
Beyond the Status Quo: A Critical Assessment of Lifecycle Investment Advice
A Anarkulova, S Cederburg, MS O'Doherty
Available at SSRN, 2023
12023
The long-horizon returns of stocks, bonds, and bills: Evidence from a broad sample of developed markets
A Anarkulova, S Cederburg, MS O’Doherty
SSRN Electronic Journal. https://doi. org/10.2139/ssrn 3964908 (1), 2021
12021
Long-Horizon Losses in Stocks, Bonds, and Bills
A Anarkulova, S Cederburg, MS O'Doherty
Bonds, and Bills (August 9, 2023), 2023
2023
JOURNALOFFINANCIALAND QUANTITATIVEANALYSIS
G Bekaert, RJ Hodrick, X Zhang, P Fulghieri, M Suominen, SR Das, L Hao, ...
2012
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